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ONLINE DYNAMIC MODE DECOMPOSITION: AN ALTERNATIVE APPROACH FOR LOW RANK DATASETS

Gyurhan H. Nedzhibov (Shumen University)

Annals of the Academy of Romanian Scientists Series on Mathematics and Its Application
License: not stated (all rights reserved)

Abstract: In this study, we provide an alternative approach for computing the dynamic mode decomposition (DMD) in real-time for streaming datasets. It is a low-storage method that updates the DMD approx­imation of a given dynamic as new data becomes available. Unlike the standard online DMD method, which is applicable only to over­constrained and full-rank datasets, the new method is applicable for both overconstrained and underconstrained datasets. The method is equation-free in the sense that it does not require knowledge of the underlying governing equations and is entirely data-driven. Several numerical examples are presented to demonstrate the performance of the method.

Published on 01 Jan. 2023